Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368): Difference between revisions

Latest revision as of 21:34, 13 July 2024

scientific article

Language	Label	Description	Also known as
English	Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition	scientific article

Statements

instance of

scholarly article

0 references

title

Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (English)

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

1 June 2017

0 references

full work available at URL

https://nbn-resolving.org/urn:nbn:de:bvb:384-opus4-423634

0 references

zbMATH Keywords

stochastic partial differential equations

0 references

spectral Galerkin approximation

0 references

time discretization

0 references

colored noise

0 references

order of convergence

0 references

uniform bounds

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Full discretization of the stochastic Burgers equation with correlated noise

0 references

Galerkin Approximations for the Stochastic Burgers Equation

0 references

Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

0 references

Efficient simulation of nonlinear parabolic SPDEs with additive noise

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

0 references

Numerical analysis of semilinear stochastic evolution equations in Banach spaces

0 references

Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

0 references

Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs

0 references

Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise

0 references

Postprocessing for Stochastic Parabolic Partial Differential Equations

0 references

Q5493534

0 references

On the stochastic Burgers' equation in the real line

0 references

Numerical methods for stochastic parabolic PDEs

0 references

Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method

0 references

Stochastic burgers equation with correlated noise

0 references

Stochastic Equations in Infinite Dimensions

0 references

Semigroups of linear operators and applications to partial differential equations

0 references

Nonhomogeneous Noise and <i>Q</i>-Wiener Processes on Bounded Domains

0 references

Identifiers

zbMATH Open document ID

1364.60088

0 references

DOI

10.1016/j.cam.2017.04.012

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2628368

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2605703589
@@ Property / OpenAlex ID: W2605703589 / rank @@
+Normal rank
@@ Property / cites work @@
+Full discretization of the stochastic Burgers equation with correlated noise
+Normal rank
@@ Property / cites work @@
+Galerkin Approximations for the Stochastic Burgers Equation
+Normal rank
@@ Property / cites work @@
+Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Efficient simulation of nonlinear parabolic SPDEs with additive noise
+Normal rank
@@ Property / cites work @@
+Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
+Normal rank
@@ Property / cites work @@
+Numerical analysis of semilinear stochastic evolution equations in Banach spaces
+Normal rank
@@ Property / cites work @@
+Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+Postprocessing for Stochastic Parabolic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5493534
@@ Property / cites work: Q5493534 / rank @@
+Normal rank
@@ Property / cites work @@
+On the stochastic Burgers' equation in the real line
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic parabolic PDEs
@@ Property / cites work: Numerical methods for stochastic parabolic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-discretization of stochastic   partial differential equations on $\mathbb{R}^1$ by a finite-difference method
+Normal rank
@@ Property / cites work @@
+Stochastic burgers equation with correlated noise
@@ Property / cites work: Stochastic burgers equation with correlated noise / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Nonhomogeneous Noise and <i>Q</i>-Wiener Processes on Bounded Domains
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2628368